+303.5%
MXL vs SARO
-7.4%
+310.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +1.6% | -0.8% | +2.4% | +2.1% |
| 30D | -7.0% | -20.0% | +13.0% | +4.2% |
| 3M | -33.4% | -2.9% | -30.5% | -31.6% |
| 6M | +260.2% | -17.7% | +277.8% | +302.2% |
| YTD | +260.0% | -13.5% | +273.4% | +273.8% |
| 1Y | +303.5% | -9.7% | +313.2% | +293.7% |
| All | +303.5% | -7.4% | +310.9% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling